Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49345.43 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43408.84 Kr¶

PnL: ---------------------------------------> -1466.74 Kr¶

DD now: ---------------------------------> -7.106 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:20:26.803346'

Anic Portfolio¶

Today¶

Return: 0.257 %¶

This Week¶

Return: -2.77 %¶

Total portfolio value¶

Return including deposits: 61.544 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.900000 1518.370000 95.370000 6.700000 1423.000014
Hennes & Mauritz B 6 1.220000 928.080000 16.080000 1.760000 912.000000
JM 7 3.760000 966.000000 16.000000 1.680000 950.000002
Nederman Holding 1 0.000000 206.000000 7.000000 3.520000 199.000000
Atrium Ljungberg B 5 -0.390000 900.000000 -4.000000 -0.440000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
INVISIO 15 -0.210000 3562.500000 -9.500000 -0.270000 3571.999995
ASSA ABLOY B 4 -0.770000 981.200000 -11.800000 -1.190000 993.000000
BioGaia B 8 -1.240000 889.600000 -14.400000 -1.590000 904.000000
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Biotage 1 -0.980000 131.700000 -17.300000 -11.610000 149.000000
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
Bufab 3 -0.110000 1057.200000 -18.800000 -1.750000 1076.000001
OX2 12 -0.130000 889.800000 -19.200000 -2.110000 909.000000
AcadeMedia 20 -1.610000 950.400000 -27.600000 -2.820000 978.000000
Alimak Group 12 -0.370000 979.200000 -27.800000 -2.760000 1007.000004
Vitrolife 3 -1.460000 648.600000 -28.400000 -4.190000 677.000001
Investor B 3 -0.240000 627.300000 -30.700000 -4.670000 657.999999
Latour B 4 -0.530000 825.200000 -30.800000 -3.600000 856.000000
Sandvik 4 -0.830000 815.200000 -32.800000 -3.870000 848.000000
Hexatronic Group 15 -0.460000 1036.500000 -34.500000 -3.220000 1071.000000
EQT 4 1.060000 836.400000 -36.600000 -4.190000 873.000000
Vitec Software Group B 2 -0.840000 1067.000000 -37.000000 -3.350000 1104.000000
Gränges 10 -1.670000 1002.000000 -37.000000 -3.560000 1039.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Byggmax Group 33 -0.640000 928.620000 -38.380000 -3.970000 966.999990
Addnode Group B 7 -0.760000 866.250000 -38.750000 -4.280000 904.999998
Platzer Fastigheter Holding B 12 0.260000 912.000000 -39.000000 -4.100000 951.000000
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
SKF B 5 -0.400000 940.750000 -39.250000 -4.010000 980.000000
Sagax B 4 -1.170000 845.600000 -39.400000 -4.450000 885.000000
Catena 2 -0.160000 761.600000 -44.400000 -5.510000 806.000000
HEXPOL B 8 0.540000 892.000000 -65.000000 -6.790000 957.000000
Orrön Energy 170 -1.760000 1940.550000 -105.450000 -5.150000 2045.999980
Hexagon B 26 -1.050000 3303.300000 -116.700000 -3.410000 3420.000012
VEF 788 -0.180000 1765.120000 -137.880000 -7.250000 1903.000300
Sedana Medical 93 0.940000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43408.840000 -1466.740000 -7.10635% 44875.578016

Updated:¶

'2023-06-22 16:20:43.390032'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶